Direct Methods Gaussian Elimination

Direct Method of Gaussian Elimination is a numerical method of solving a system of linear equations AX = B. A represents the coefficient matrix of order m × n, X is the column matrix of order n × 1, which represents the unknowns of the linear equations. B is a column vector of order m × 1, obtained by multiplication of A and X. Hence, AX = B represents the m linear equation of n unknowns.

There are two numerical methods of solving these systems of linear equations, one direct method another is the iterative method.

Direct methods are more concise without the error of approximation obtained in a finite number of steps. However, iterative methods start with an approximate solution and then generate a sequence of solutions that modify the previous one to get an approximate answer.

Here we will discuss the direct method of Gaussian Elimination to find the solution of a system of linear equations with appropriate examples.

The Gaussian Elimination Method

The Gaussian elimination method is one of the efficient direct methods used to solve a given system of linear equations. It is attributed to the German mathematician Carl Fedrick Gauss. The idea of this method is based on the elimination of one unknown among the given simultaneous equations.

Let the given system of linear equations be

a11x1 + a12x2 + … + a1nxn = b1

a21x1 + a22x2 + … + a2nxn = b2

….

….

am1x1 + am2x2 + … + amnxn = bm

If we write all these equations in matrix form then

\(\begin{array}{l}A=\begin{bmatrix}a_{11} & a_{12} & … & a_{1n} \\a_{21} & a_{22} & … & a_{2n} \\ …& …. & … & … \\ a_{m1} & a_{m2} & … & a_{mn} \\\end{bmatrix}\end{array} \)
,
\(\begin{array}{l}X = \begin{bmatrix}x_{1} \\x_{2} \\… \\x_{n}\end{bmatrix}\end{array} \)
and
\(\begin{array}{l}B = \begin{bmatrix}b_{1} \\b_{2} \\… \\b_{m}\end{bmatrix}\end{array} \)

Then as per the Gaussian elimination method, the augmented matrix [A : B] is reduced by elementary row operations to a matrix U such that

\(\begin{array}{l}U = \begin{bmatrix}a’_{11} & a’_{12} & … & a’_{1n} & | & b’_{1} \\0 & a’_{22} & … & a’_{2n} & | & b’_{2} \\ 0& 0& …& … & | & … \\ 0& 0 & 0 &a’_{mn} & | & b’_{m} \\\end{bmatrix}= [A’: B’]\end{array} \)

where A’ is an upper triangular matrix.

Now, we get the system A’X = B’. By backward substitution of the unknowns in A’X = B’, we get the required solution of the given system of linear equations AX = B.

Steps of Gaussian Elimination Method

  • By the given system of linear equations in n variables form the matrices A, X and B.
  • Now reduce the augmented matrix [A : B] by elementary row operations to get [A’ : B’].
  • We get A’ as an upper triangular matrix.
  • By the backward substitution in A’X = B’, we get the solution of the given system of linear equations.

Also Read:

Solved Examples on Gaussian Elimination Method

Example 1:

Solve the system of linear equations:

2x + 3y – z = 5

4x + 4y – 3z = 3

–2x + 3y – z = 1

by Gaussian elimination method.

Solution:

The given system of equations in matrix form is AX = B where

\(\begin{array}{l}A=\begin{bmatrix}2 & 3 & -1 \\4 & 4 & -3 \\-2 & 3 & -1 \\\end{bmatrix}\end{array} \)
,
\(\begin{array}{l}X=\begin{bmatrix}x \\y \\z\end{bmatrix}\end{array} \)
and
\(\begin{array}{l}B=\begin{bmatrix}5 \\3 \\1\end{bmatrix}\end{array} \)

Now, applying elementary row operations on

[A : B] =

\(\begin{array}{l}\begin{bmatrix}2 & 3 & -1 & | & 5 \\4 & 4 & -3 & | & 3 \\-2 & 3 & -1 & | & 1 \\\end{bmatrix}\end{array} \)

Applying R2 → R2 + (-2) R1 and R3 → R3 + R1

\(\begin{array}{l}\sim \begin{bmatrix}2 & 3 & -1 & | & 5 \\0 & -2 & -1 & | & -7 \\0 & 6 & -2 & | & 6 \\\end{bmatrix}\end{array} \)

Applying R3 → R3 + 3R2

\(\begin{array}{l}\sim \begin{bmatrix}2 & 3 & -1 & | & 5 \\0 & -2 & -1 & | & -7 \\0 & 0 & -5 & | & -15 \\\end{bmatrix}\end{array} \)

Thus, we get

\(\begin{array}{l}A’=\begin{bmatrix}2 & 3 & -1 \\0 & -2 & -1 \\0 & 0 & -5 \\\end{bmatrix}\end{array} \)
which is the upper triangular matrix and
\(\begin{array}{l}B’=\begin{bmatrix}5 \\-7 \\-15\end{bmatrix}\end{array} \)

Now, we get the system of linear equations as

2x + 3y – z = 5 ………(1)

–2y – z = –7 ………(2)

–5z = –15 ………(3)

By backward substitution, we have x = 1, y = 2, z = 3, which is the solution of the given system of equations.

Example 2:

Solve the system of linear equations:

x + y + z = 6

x – y + z = 2

2x – y + 3z = 9

by Gaussian elimination method.

Solution:

The given system of equations in matrix form is AX = B where

\(\begin{array}{l}A=\begin{bmatrix}1 & 1 & 1 \\1 & -1 & 1 \\2 & -1 & 3 \\\end{bmatrix}\end{array} \)
,
\(\begin{array}{l}X=\begin{bmatrix}x \\y \\z\end{bmatrix}\end{array} \)
and
\(\begin{array}{l}B=\begin{bmatrix}6 \\2 \\9\end{bmatrix}\end{array} \)

Now, applying elementary row operations on

[A : B] =

\(\begin{array}{l}\begin{bmatrix}1 & 1 & 1 & | & 6 \\1 & -1 & 1 & | & 2 \\2 & -1 & 3 & | & 9 \\\end{bmatrix}\end{array} \)

Applying R2 → R2 + (-1) R1 and R3 → R3 + (-2) R1

\(\begin{array}{l}\sim \begin{bmatrix}1 & 1 & 1 & | & 6 \\0 & -2 & 0 & | & -4 \\0 & -3 & 1 & | &-3 \\\end{bmatrix}\end{array} \)

Applying R2 → (–½)R2 and R3 → R3 + 3 R2

\(\begin{array}{l}\sim \begin{bmatrix}1 & 1 & 1 & | & 6 \\0 & 1 & 0 & | & 2 \\0 & 0 & 1 & | & 3 \\\end{bmatrix}\end{array} \)

Thus, we get

\(\begin{array}{l}A’=\begin{bmatrix}1 & 1 & 1 \\0 & 1 & 0 \\0 & 0 & 1 \\\end{bmatrix}\end{array} \)
which is the upper triangular matrix and
\(\begin{array}{l}B’=\begin{bmatrix}6 \\ 2 \\ 3\end{bmatrix}\end{array} \)

Now, we get the system of linear equations as

x + y + z = 6 ………(1)

y = 2 ………(2)

z = 3 ………(3)

Thus, we have x = 1, y = 2, z = 3, which is the solution of the given system of equations.

Frequently Asked Questions on Gaussian Elimination

Q1

Why is Gaussian Elimination called the direct method?

Gaussian Elimination is called the direct method because, within a finite number of determined steps, we can solve the given system of linear equations.

Q2

What are the steps of the Gaussian elimination method?

The steps of the Gaussian elimination method are
(1) Form the matrices A, X and B.
(2) Reduce the augmented matrix [A : B] by elementary row operations to get [A’ : B’].
(3) We get A’ as an upper triangular matrix.
(4) By the backward substitution in A’X = B’, we get the solution of the given system of linear equations.

Q3

Which special matrix is formed in Gaussian Elimination?

The upper triangular matrix is formed by elementary row operations.

Q4

The Gaussian Elimination method is named after which mathematician?

The Gaussian Elimination method is named after German mathematician Carl Fedrick Gauss.

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